“If you have one group in the bank which can help you with the task – presumably their XVA desk – where you otherwise publicly and embarrassingly fail, then you should use it” – Dmitry Pugachevsky, Quantifi hubs.li/Q02Gxt6Z0

Sponsored content: @Quantifi Dmitry Pugachevsky explains how including WWR and jumps at default in XVA calculations improves understanding of exposure for the Fed’s 2024 stress tests. #XVA #wrongwayrisk #jumpsatdefault hubs.li/Q02CC6rT0

Sponsored content: @Quantifi Unravelling the complex credit risk exposures of non-bank counterparties #CreditRisk #Banks hubs.li/Q02qfjqp0

Sponsored feature: @Quantifi Banks eye CVA swaps to offload counterparty credit risk on OTC derivatives amid rising rates and volatility #creditrisk #XVA #capital hubs.ly/Q02l8_By0

Sponsored feature: @Quantifi From bootstraps to splines and optimisers, Dmitry Pugachevsky explores the challenges of building robust interest rate curves in complex markets #riskmanagement #rates #analytics hubs.li/Q025Bq3G0

Dmitry Pugachevsky, director of research at Quantifi, Inc., explores how the transition from Libor to the secured overnight financing rate (SOFR) impacts rates, bonds and loans, alongside some of the challenges that are due to arise. Find out more:hubs.li/Q01_8XSZ0 #libor

Join the upcoming webinar hosted by @RiskDotNet, Asia Risk, and Quantifi, where experts will explore the impact of regulatory and macro-environment factors on global credit risk management. Register now: hubs.li/Q01ZL0zm0

Sponsored content: @Quantifi Convertible bonds have been making a comeback in recent times, offering equity and credit exposure without additional interest rate risk. Dmitry Pugachevsky outlines the pros and cons for investors #riskassets hubs.li/Q01DlVRM0

Sponsored feature: @Quantifi A data science revolution? Alexei Tchernitser of Quantifi discusses the progress made by financial firms integrating data science tools in risk management and investment decision-making #trading #riskmanagement hubs.li/Q01yC7tS0

Sponsored feature: @Quantifi Relative value trading strategies: Why fast-moving, volatile markets demand a smarter approach to bond analytics #fixedincome #credit #investing hubs.li/Q016Nqlq0